Optimal control of stochastic systems with interrupted observation

DOI10.1016/0898-1221(81)90035-3zbMath0469.49020OpenAlexW2041393542MaRDI QIDQ1157002

Antoinetta Venter, Yaakov Yavin

Publication date: 1981

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(81)90035-3

zbMATH Keywords

finite difference schemediffusion processnecessary conditionsjump Markov processnonlinear stochastic systeminterrupted observation mechanismsignal process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Optimality conditions for problems involving partial differential equations (49K20) Nonlinear systems in control theory (93C10) Diffusion processes (60J60) Stochastic systems in control theory (general) (93E03) Discrete approximations in optimal control (49M25) Optimality conditions for problems involving randomness (49K45)

Related Items (3)

Pursuit-evasion differential games with deception or interrupted observation ⋮ Strategies using interrupted observations for hitting a moving target† ⋮ The numerical solution of three stochastic differential games

Cites Work

• Probability methods for approximations in stochastic control and for elliptic equations
• Analytical control design in systems with random properties. III: Optimum control in linear systems. Minimum mean square error
• Dynamic Programming and Minimum Principles for Systems with Jump Markov Disturbances
• Instantaneous Cost Functions in Optimally Controlled Stochastic Systems
• State estimation for continuous-time system with interrupted observation
• Optimal Discounted Stochastic Control for Diffusion Processes
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